Mod messages on meta show up with a rather odd title on SO: "moderator message on [moderator] added a new reply" instead of e.g. "moderator message on meta"
Notifications of messages sent on SO look like this (in the notifications tab):
[mod] added a new reply
[user] added a new reply
[mod] added a new message
The lack of message contents is probably intended in the notifications tab, but the very different and very odd title used in case of the meta messages smells like a bug.